Anic Equity¶

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Total return since start: 0.689 %¶

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Equity now: -----------------------------> 51604.36 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48405.3 Kr¶

PnL: ---------------------------------------> -682.27 Kr¶

DD now: ---------------------------------> -0.655 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 16:51:21.320117'

Anic Portfolio¶

Today¶

Return: -0.067 %¶

This Week¶

Return: 8.578 %¶

Total¶

Return: 68.939 %¶

Benchmark comparison TODAY¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.580000 3369.600000 189.600000 5.960000 3180.000006
HMS Networks 2 3.750000 807.600000 134.600000 20.000000 673.000000
Nordea Bank Abp 29 1.120000 3571.060000 117.060000 3.390000 3453.999992
HEBA B 70 1.570000 2716.000000 80.000000 3.030000 2636.000010
SAAB B 8 0.800000 3444.000000 67.000000 1.980000 3377.000000
Swedbank A 3 3.240000 620.700000 56.700000 10.050000 564.000000
Fasadgruppen Group 38 0.730000 4195.200000 54.200000 1.310000 4140.999992
Resurs Holding 22 1.300000 619.300000 45.300000 7.890000 573.999998
MedCap 2 -0.430000 461.000000 40.000000 9.500000 421.000000
Samhällsbyggnadsbo. i Norden B 20 3.240000 392.200000 37.200000 10.480000 355.000000
AcadeMedia 12 -0.320000 589.440000 32.440000 5.820000 557.000004
Norva24 Group 16 -1.110000 569.600000 26.600000 4.900000 543.000000
Intrum 4 2.110000 550.800000 23.800000 4.520000 527.000000
OEM International B 7 1.030000 548.100000 20.100000 3.810000 527.999997
Securitas B 6 1.830000 582.480000 12.480000 2.190000 570.000000
Eastnine 4 0.320000 502.400000 11.400000 2.320000 491.000000
Sampo Oyj SDB 7 1.010000 3860.500000 10.500000 0.270000 3850.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 572.250000 10.250000 1.820000 562.000005
Coor Service Management Hold. 8 1.120000 540.000000 8.000000 1.500000 532.000000
Karnov Group 9 0.000000 540.000000 4.000000 0.750000 536.000004
Boozt 12 1.550000 1656.000000 2.000000 0.120000 1653.999996
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.190000 247.680000 1.680000 0.680000 246.000000
Handelsbanken A 5 0.510000 547.000000 1.000000 0.180000 546.000000
Corem Property Group B 59 2.250000 576.430000 -0.570000 -0.100000 576.999999
Midsona B 63 0.440000 577.710000 -5.290000 -0.910000 582.999984
CTEK 13 1.170000 505.700000 -28.300000 -5.300000 533.999999
International Petroleum Corp. 5 -0.710000 558.500000 -36.070000 -6.070000 594.565215
Essity B 2 -1.470000 537.400000 -36.600000 -6.380000 574.000000
Vivesto 1368 -1.410000 552.950000 -60.050000 -9.800000 612.999432
Essity A 4 -1.470000 1076.000000 -73.000000 -6.350000 1149.000000
Beijer Electronics Group 27 -1.440000 2959.200000 -124.800000 -4.050000 3083.999994
OX2 22 4.410000 1848.000000 -141.000000 -7.090000 1989.000002
Axfood 15 -4.910000 3835.500000 -464.500000 -10.800000 4300.000005
Ovzon 64 -3.010000 3296.000000 -700.000000 -17.520000 3996.000000
TOTAL 48405.300000 -682.270000 -0.65458% 49087.564636

Updated:¶

'2023-02-01 16:51:34.343221'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶